Tag Archives for " free easylanguage "

John Ehlers is a name you’ll run across when you start your journey into testing various indicators and filters to be used in your trading models. I remember reading about the Laguerre Filter and Laguerre RSI many years ago when they first appeared on the scene. At the time I was not nearly into quantitative […]

With Christmas about four weeks away, I thought it would be interesting to see how the S&P behaves in the days just before Christmas. Do the days just before this holiday tend to be bullish, bearish, or neutral? To test the market behavior just before the Christmas holiday I will use the S&P Cash index back […]

It’s been a couple of years since I reviewed this potential trading idea of a Euro currency futures scalping strategy. Over the series of articles, which are listed below, I’ve been combing filter to demonstrate how I add different filters to a system based on market conditions. Testing A Euro Currency Futures Scalping Strategy Testing A Euro Currency Futures […]

In this article I’m going to demonstrate an EasyLanguage technique to limit the number of trades your trading system will take within a given period. Most often this is done to limit the number of trades a strategy will open in a single day. For example, you may want your day trading strategy to only […]

In this article I’m going to demonstrate a technique to help adapt your trading systems to the changing market conditions. In a previous article entitled, “Trend Testing Indicators“, I tested several indicators that could be used to divide the market into two modes: bullish and bearish. These two modes were then used to dictate how […]

Many of the trading models and market studies on this website used a fixed share or fixed contract position size. This means the same number of shares or contracts is traded for each position. For the futures market this often means trading one contract. This is done simply to exclude the effects of dynamic positioning […]

You just spent a ton of time creating a trading system and being very careful not to over-optimize. You then tested it on the out-of-sample data segment and the performance looks good. What’s next? Jump right into the live market? Maybe. But instead, you would like to perform one more test called System Parameter Randomization. The article, System Parameter […]

In my 10+ years’ full-time trading career, I have found very few tools and tactics that would get my attention so deeply as Market Internals. In 2014, I spent about six months in a row with this unique traders tool, exploring its possibilities every single day, searching for new and creative implementation ideas for my own […]

A couple of weeks ago I sent my subscribers an email to a free eBook called “Understanding Gaps” by Scott Andrews. I’m going to assume that you know what a gap trade is. If not, please take a look at this article. I’ve never had much success with trading gaps but the topic interests me. After reviewing […]

When building trading systems, particularly intraday trading systems, you often run into the special conditions where you might want to stop trading. Those two conditions are: 1) When a particular daily profit target is reached. In this case you have determined that when a particular dollar amount is reached in profit then no more trading should be done for […]